File: WebAPI/order_2.proto
Status of a specific transaction. All attributes are at the transaction moment.
Type: uint32
Description: This field is associated with shared_1.TransactionStatus.Status enum type.
Type: uint64
Description: Order transaction identifier. For all transactions within order chain it is guaranteed that:
1. Transaction identifier is unique.
2. The later transaction has greater transaction identifier than the earlier one.
Type: sint64
Description: Transaction time assigned by server (UTC). Note: Use trans_utc_timestamp field instead.
Type: google.protobuf.Timestamp
Description: Transaction time assigned by server (UTC).
Type: uint64
Description: Reference transaction ID to the previous fill transaction for a bust, cancel or correction.
Type: string
Description: If the order is modified, this client order ID of the order before modification.
Type: string
Description: Client order ID of the order at the transaction moment.
Type: uint32
Description: Note: Use fill_qty field instead.
Type: cqg.Decimal
Description: Filled quantity for fill transactions or updated quantity for fill correction.
Type: sint64
Description: Fill price for fill transactions or updated price for fill correction.
Type: double
Description: Fill price for fill transactions or updated price for fill correction in correct price format. Could have higher precision than scaled_fill_price multiplied by correct_price_scale in some cases (fills allocation for example).
Type: Trade
Description: List of specific per leg trades (more than one for strategies).
Type: strategy_2.StrategyLegFill
Description: List of leg order fills that contribute to a synthetic strategy order fill. Present if the transaction is of type FILL or FILL_CORRECT and this order is a synthetic strategy order. Mutually exclusive with ‘trade’ attribute.
Type: strategy_2.SyntheticHang
Description: Details of the hang
uint32_prev_order_qty (deprecated)
Type: uint32
Description: Note: Use prev_order_qty field instead.
Type: cqg.Decimal
Description: If the order is modified, this is the previous order size.
Type: uint32
Description: Note: Use order_qty field instead.
Type: cqg.Decimal
Description: If the order is modified, this is the updated order size.
Type: sint64
Description: If the order is modified, this is the previous order limit price.
Type: sint64
Description: If the order is modified, this is the updated order limit price.
Type: sint64
Description: If the order is modified, this is the previous order stop price.
Type: sint64
Description: If the order is modified, this is the updated order stop price.
uint32_prev_visible_qty (deprecated)
Type: uint32
Description: Note: Use prev_visible_qty field instead.
Type: cqg.Decimal
Description: If the order is modified, this is the previous visible order size.
uint32_visible_qty (deprecated)
Type: uint32
Description: Note: Use visible_qty field instead.
Type: cqg.Decimal
Description: If the order is modified, this is the updated visible order size.
uint32_prev_min_visible_qty (deprecated)
Type: uint32
Description: Note: Use prev_min_visible_qty field instead.
Type: cqg.Decimal
Description: If the order is modified, this is the previous min visible order size.
uint32_min_visible_qty (deprecated)
Type: uint32
Description: Note: Use min_visible_qty field instead.
Type: cqg.Decimal
Description: If the order is modified, this is the updated min visible order size.
uint32_prev_fill_qty (deprecated)
Type: uint32
Description: Note: Use prev_fill_qty field instead.
Type: cqg.Decimal
Description: If the fill is modified, the previous size is reported here.
Type: sint64
Description: If the fill is modified, the previous price is reported here.
Type: uint32
Description: If the order is modified, this is the previous order type. This field is associated with Order.OrderType enum type.
Type: uint32
Description: If the order is modified, this is the updated order type. This field is associated with Order.OrderType enum type.
Type: uint32
Description: If the order is modified, these are the previous exec instructions. This field is associated with Order.ExecInstruction enum type.
Type: uint32
Description: If the order is modified, these are the updated exec instructions. This field is associated with Order.ExecInstruction enum type.
Type: uint32
Description: If the order is modified, this is the previous duration. This field is associated with Order.Duration enum type.
Type: uint32
Description: If the order is modified, this is the new duration. This field is associated with Order.Duration enum type.
Type: sint64
Description: If the order is modified, this is the previous date then the order should expire (see Order.good_thru_date).
Type: sint64
Description: If the order is modified, this is the updated date then the order should expire (see Order.good_thru_date). The value of duration field must be set to DURATION_GTD when this date value is specified.
Type: uint32
Description: If the order request is rejected, this is rejection code. See https://help.cqg.com/apihelp/#!Documents/rejectcodesfixconnectorderrouting.htm for the list of values.
Type: string
Description: If present, identifies the counterpart of the order fill, as reported by the execution system.
Type: string
Description: Order identifier assigned by server when sending the order to the execution system.
Type: string
Description: Additional transaction details.
prev_good_thru_utc_time (deprecated)
Type: sint64
Description: Note: Use prev_good_thru_utc_timestamp field instead.
Type: google.protobuf.Timestamp
Description: If the order is modified, this is the previous time then the order should expire (see Order.good_thru_utc_timestamp).
good_thru_utc_time (deprecated)
Type: sint64
Description: Note: Use good_thru_utc_timestamp field instead.
Type: google.protobuf.Timestamp
Description: If the order is modified, this is the updated time then the order should expire (see Order.good_thru_utc). The value of duration field must be set to GTT when this time value is specified.
Type: bool
Description: True if the fill was made as aggressive. False if the fill was made as passive. Absence of value means undefined.
client_regulatory_algorithm_id
Type: uint32
Description: OrderRequest.client_regulatory_algorithm_id value echoed back from the latest order request.
effective_regulatory_algorithm_id
Type: uint32
Description: Regulatory Algorithm ID actually sent to the exchange for this order, if any. Will differ from client_regulatory_algorithm_id if any CQG algorithm was applied to the order.
Type: string
Description: MiFID algorithm ID provided with this order request, contents depend on mifid_algorithm_id_type.
Type: uint32
Description: Defines the type of mifid_algorithm_id reported. One of MiFIDAlgorithmIdType enum.
Type: string
Description: The MiFID algorithm ID associated with the order request for execution in this account. It may have no relation to mifid_algorithm_id, e.g., if client supplied a mifid_algorithm_id and then a server-side algorithm was used, its identifier would be applied to the order instead.
mifid_applied_algorithm_id_type
Type: uint32
Description: The type of mifid_applied_algorithm_id reported. One of MiFIDAlgorithmIdType enum.
Type: string
Description: Actual value of MiFID Execution Within Firm associated with this order for execution in this account, reflects FCM + route short code mapping if configured.
mifid_execution_decision_is_algo
Type: bool
Description: Indicates whether MiFID Execution decision identifies a person (false) or algorithm (true)
Type: uint32
Description: Open/close effect of the order fill transaction as a result of the corresponding open_close_instruction. One of OpenCloseInstruction enum.
Type: uint32
Description: Speculation type of the transaction. One of SpeculationType enum.
Type: Commission
Description: Commission charged for the fill. CQG trade routing system might not provide this information for some contracts.
Type: string
Description: Decision Within Firm associated with this order.
mifid_investment_decision_is_algo
Type: bool
Description: Indicates whether MiFID investment decision identifies a person (false) or algorithm (true)
Type: string
Description: FIA Execution Source Code value of the operation. See Order.execution_source_code
Type: bool
Description: True if the order with cl_order_id the same as cl_order_id from the current transaction is automatic, manual (the order was sent after the user direct action) otherwise. Different transaction statuses of the same order (or orders in the same chain, see OrderStatus.chain_order_id) may have different values of the flag, depending on the nature of the corresponding order action.
Type: string
Description: Identifier assigned to a trade by a matching system.
Type: string
Description: Identifier that is used to match two filled care orders.
Type: string
Description: User who modified or canceled the order, or user on whose behalf the order was modified or canceled. It is present in the following cases:
1. For real time events:
o If transaction status is IN_TRANSIT, SUSPEND or ACTIVEAT;
o If a trader who initiated this transaction is different from the trader who initiated the previous transaction, and if the current transaction has one of the following statuses: IN_MODIFY, IN_CANCEL, REJECT_MODIFY, REJECT_CANCEL, or UPDATE (when available).
2. For past events:
o If the transaction has one of these statuses: IN_TRANSIT, SUSPEND, ACTIVEAT, IN_MODIFY, IN_CANCEL, REJECT_MODIFY, REJECT_CANCEL or UPDATE (when available).